+18.0%
PG vs ARM
+262.5%
-244.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.1% | -12.6% | -0.3% |
| 7D | +0.2% | +6.0% | -5.8% | +0.4% |
| 30D | +10.2% | -20.3% | +30.5% | +9.8% |
| 3M | +16.2% | -24.4% | +40.6% | +15.8% |
| 6M | +18.6% | -4.4% | +23.0% | +18.1% |
| YTD | +20.4% | +86.0% | -65.6% | +21.1% |
| 1Y | +16.2% | +35.8% | -19.7% | +16.3% |
| 3Y | +19.9% | +289.1% | -269.2% | +22.0% |
| All | +18.0% | +262.5% | -244.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling